<ol>
    <li>
        Leung, Tim and Li, Xin, Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit (April 26, 2015).
        International Journal of Theoretical and Applied Finance, Vol. 18, No. 3, 2015.
        <a href="https://arxiv.org/pdf/1411.5062.pdf">Online Copy</a>.
    </li>
</ol>